+151.6%
HUM vs EPAM
+165.6%
-14.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +6.9% | +18.5% | -11.6% | +4.7% |
| 30D | +3.2% | +44.0% | -40.9% | -1.3% |
| 3M | +20.0% | +63.0% | -43.0% | +13.0% |
| 6M | +63.5% | +67.3% | -3.8% | +52.4% |
| YTD | +75.9% | -20.5% | +96.5% | +78.3% |
| 1Y | +85.7% | -9.6% | +95.3% | +85.2% |
| 3Y | -6.1% | -30.8% | +24.7% | -5.8% |
| 5Y | +5.1% | -75.6% | +80.8% | +21.5% |
| 10Y | +151.6% | +159.6% | -8.0% | +66.4% |
| All | +151.6% | +165.6% | -14.1% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling